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A new method of American option pricing with stochastic vola...

针对随机波动率模型下美式期权定价的复杂性,本文在已有的欧式期权定价公式下,利用二叉树与随机波动率矩阵的结合,当股票价格收益波动率服从马尔可夫随机过程时,实际波动率σ下美式期权价格是随机状态波动率下价格的加权和,其权重可以由波动率矩阵算出,并且给出了对应思想的算法,最后通过数值算例进一步说明了算法的有效性。

This article will focus on the pricing in the switching-costs-and–product-differentiation market、the innovative incentive of firm and the vaporware strategy for entry deterrence.

本文主要研究存在转移成本和产品差异的市场中不对称生产成本企业的定价行为、企业的创新激励和在位者的预告策略。

The stare trading reform institutionally solves problems on two tyes of share,two markets and two pricing mechanism and consolidate the base of common interests of public companys shareholders.

股权分置改革从制度上解决了上市公司两类股份,两个市场,两种定价机制的问题,巩固了上市公司股东的共同利益基础。

Pricing for the 3-door will be keen in order to attract the younger, trendier crowd whose language of communication is slightly different from the older Mazda6 generation.

另外三门版的售价也更低以吸引更多年轻人,这个追求时尚的消费群体对车辆的要求与更年长的马自达6客户群不同。

If this was to happen, Chinese steel mills would lose the certainty of contract pricing and guaranteed tonnages.

如果这样的情况发生了,中国钢材企业将损失一定数量的合同价格和矿石吨位。

Tenderers shall follow the English Version of Bills of Quantities for pricing.

投标人应根据英文文本中的工程量清单进行报价。

Reporters that, in order to fund more real net worth, the valuation of the China Securities Industry Association fund organizations in the industry working group on the strength of foreign stock valuation method used for a preliminary study on the basis of The introduction of index gains law, company law than the market price of the model law, capital asset pricing model, and other four methods for fund companies for information.

记者说,为了更加真实的基金净值,对中国证券业协会工作的外国股票估价为1的基础上,初步研究小组使用的方法的优势产业基金组织的估价该指数收益法的引进,公司法律以外的示范法,资本资产定价模型的市场价格,和其他4种方法对基金公司的信息。

The paper points out that the number of taxicabs in services, the pricing and quality of the service are the basic elements to a stabilized development of the taxi industry, and that the balancing between supply and demand is the core of the development.

提出出租汽车数量、运价和服务质量是行业稳定发展的基本要素,行业发展的核心是供需平衡。

For MNCs, transfer pricing systems, of both the tangibles and intangibles including e-commerce cross-border business transactions, should be designed to meet the new business and tax challenges more effectively than before.

对于跨国公司来讲,涉及到包括电子商务跨境交易在内的有形和无形资产转让定价体系的设计应该更为有效地满足新商业形式和税务等方面地挑战。

This paper describes the pricing of credit default swaps and credit default swaptions using market model with jumps.

本文以一个考虑跳跃的信用市场模型定价信用违约交换与信用违约交换选择权。

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They go to town. Would you just ask them?

他们在城里你能问他们吗?

Ossein pretreated for a2 weeks period exhibited the maximum% yield incase of bone gelatin, while the yield from intact skin was higher than that realized incase of de-scaled skin.

预处理时间达2星期的骨胶原表现出最高的骨明胶百分产量,然而从未处理鱼皮中得到的产率比去鳞的鱼皮得到的要高。

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